Multiscale Stochastic Volatility Models; Option Pricing; Calibration Problem; FX Data - Articles

Evaluating Energy Forward Dynamics Modeled as a Subordinated Hilbert-Space Linear Functional (Articles)

Victor Alexander Okhuese, Jane Akinyi Aduda, Joseph Mung’atu

Journal of Mathematical Finance Vol.10 No.3，August 25, 2020

DOI: 10.4236/jmf.2020.103025 464 Downloads 1,049 Views Citations
This article belongs to the Special Issue on Pricing Strategy, Model and Price Analysis
The Asymmetry of Shanghai Composite Index Volatility—Stochastic Volatility Models Based on GHST Distribution (Articles)

Xu Han, Jihong Kong

Open Journal of Social Sciences Vol.8 No.12，December 28, 2020

DOI: 10.4236/jss.2020.812028 331 Downloads 970 Views Citations
Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility (Articles)

Ndeye Fatou Sene, Mamadou Abdoulaye Konte, Jane Aduda

Journal of Mathematical Finance Vol.11 No.2，May 31, 2021

DOI: 10.4236/jmf.2021.112018 545 Downloads 3,013 Views Citations
This article belongs to the Special Issue on Mathematical Finance and Application
Yield Curve and the Business Cycle in Conventional Times (Articles)

Roman Šustek

Journal of Mathematical Finance Vol.14 No.1，February 27, 2024

DOI: 10.4236/jmf.2024.141004 148 Downloads 600 Views Citations
Optimal Stochastic Pine Stands Harvest Rotation Policies (Articles)

Eduardo Navarrete

Open Journal of Forestry Vol.5 No.6，August 6, 2015

DOI: 10.4236/ojf.2015.56053 4,989 Downloads 5,825 Views Citations
This article belongs to the Special Issue on Future Forests
Some Explicit Results for the Distribution Problem of Stochastic Linear Programming (Articles)

Afrooz Ansaripour, Adriana Mata, Sara Nourazari, Hillel Kumin

Open Journal of Optimization Vol.5 No.4，December 30, 2016

DOI: 10.4236/ojop.2016.54014 1,675 Downloads 3,080 Views Citations
Experimental Study of Methods of Scenario Lattice Construction for Stochastic Dual Dynamic Programming (Articles)

Dmitry Golembiovsky, Anton Pavlov, Smetanin Daniil

Open Journal of Optimization Vol.10 No.2，June 28, 2021

DOI: 10.4236/ojop.2021.102004 342 Downloads 1,310 Views Citations
Development and Application of a Modified Genetic Algorithm for Estimating Parameters in GMA Models (Articles)

José A. Hormiga, Carlos González-Alcón, Néstor V. Torres

Applied Mathematics Vol.5 No.16，August 29, 2014

DOI: 10.4236/am.2014.516236 3,916 Downloads 4,966 Views Citations
This article belongs to the Special Issue on Curve Fitting Research
Calibration of Highway Safety Manual Crash Prediction Models for Rural Intersections: A Case Study from Delaware (Articles)

Rodolfo Gomes, Abdulkadir Özden, Ardeshir Faghri

Journal of Transportation Technologies Vol.15 No.2，April 22, 2025

DOI: 10.4236/jtts.2025.152013 30 Downloads 141 Views Citations
A Three-Stage Stochastic Dynamic Pricing Game Model Affected by New Products into the Market (Articles)

Waka Cheung, Fang Chen

Open Journal of Statistics Vol.5 No.4，June 3, 2015

DOI: 10.4236/ojs.2015.54030 2,857 Downloads 3,685 Views Citations
Three Important Applications of Mathematics in Financial Mathematics (Articles)

Xiaogang Yang

American Journal of Industrial and Business Management Vol.7 No.9，September 25, 2017

DOI: 10.4236/ajibm.2017.79077 3,382 Downloads 79,822 Views Citations
A New Approach for Solving Boundary Value Problem in Partial Differential Equation Arising in Financial Market (Articles)

Fadugba Sunday Emmanuel, Emeka Helen Oluyemisi

Applied Mathematics Vol.7 No.9，May 26, 2016

DOI: 10.4236/am.2016.79075 1,949 Downloads 3,691 Views Citations
Models, the Establishment, and the Real World: Why Do So Many Flood Problems Remain in the UK? (Articles)

Colin Clark Chrs

Journal of Geoscience and Environment Protection Vol.5 No.2，February 14, 2017

DOI: 10.4236/gep.2017.52004 3,515 Downloads 4,861 Views Citations
Study on the Missing Data Mechanisms and Imputation Methods (Articles)

Abdullah Z. Alruhaymi, Charles J. Kim

Open Journal of Statistics Vol.11 No.4，August 11, 2021

DOI: 10.4236/ojs.2021.114030 962 Downloads 5,733 Views Citations
Big Data for Organizations: A Review (Articles)

Pwint Phyu Khine, Wang Zhao Shun

Journal of Computer and Communications Vol.5 No.3，March 13, 2017

DOI: 10.4236/jcc.2017.53005 2,762 Downloads 12,898 Views Citations
The British Binary Option (Articles)

Min Gao

Journal of Mathematical Finance Vol.9 No.4，November 14, 2019

DOI: 10.4236/jmf.2019.94038 808 Downloads 1,980 Views Citations
Option Portfolio Management in a Risk-Neutral World (Articles)

Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov

Journal of Mathematical Finance Vol.8 No.4，November 28, 2018

DOI: 10.4236/jmf.2018.84044 1,242 Downloads 3,020 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
A Gibbs Sampling Algorithm to Estimate the Parameters of a Volatility Model: An Application to Ozone Data (Articles)

Verónica De Jesús Romo, Eliane R. Rodrigues, Guadalupe Tzintzun

Applied Mathematics Vol.3 No.12A，December 31, 2012

DOI: 10.4236/am.2012.312A299 5,386 Downloads 8,391 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Modeling Stock Market Volatility Using GARCH Models: A Case Study of Nairobi Securities Exchange (NSE) (Articles)

Arfa Maqsood, Suboohi Safdar, Rafia Shafi, Ntato Jeremiah Lelit

Open Journal of Statistics Vol.7 No.2，April 30, 2017

DOI: 10.4236/ojs.2017.72026 2,658 Downloads 8,973 Views Citations
Unravelling the Cipher of Indian Rupee’s Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models (Articles)

Shalini Talwar, Aparna Bhat

Theoretical Economics Letters Vol.8 No.6，April 23, 2018

DOI: 10.4236/tel.2018.86079 716 Downloads 1,635 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics

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